+1,085.4%
CSX vs FN
+3,020.0%
-1,934.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +3.5% |
| 7D | +0.1% | -7.0% | +7.1% | +0.9% |
| 30D | +9.7% | -24.7% | +34.5% | +13.4% |
| 3M | +2.3% | -35.7% | +37.9% | +7.4% |
| 6M | +17.1% | -52.4% | +69.5% | +26.8% |
| YTD | +44.9% | -25.0% | +69.9% | +43.6% |
| 1Y | +47.1% | -25.7% | +72.8% | +45.2% |
| 3Y | +78.6% | +110.2% | -31.6% | +39.1% |
| 5Y | +57.2% | +192.3% | -135.1% | +11.7% |
| 10Y | +479.2% | +812.3% | -333.1% | +223.8% |
| All | +1,085.4% | +3,020.0% | -1,934.6% | +443.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling